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| HAL : hal-00761361, version 1 |
| Fiche détaillée |  Récupérer au format |
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| Journal de la Société Française de Statistique 152, 3 (2011) 66--83 |
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| Spatial extreme quantile estimation using a weighted log-likelihood approach |
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| Julie Carreau 1Stéphane Girard 2 |
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| (2011) |
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| We propose to estimate spatial extreme quantiles by a weighted log-likelihood approach. It is assumed that the conditional distribution of the variable of interest follows a generalized extreme-value distribution. The associated response surfaces are estimated thanks to the introduction of weights in the log-likelihood. These weights depend on the distance between the point of interest and the observations. The construction of a proper distance relies on the combination of a multidimensional scaling unfolding with a neural network regression. Our approach is illustrated both on simulated and real rainfall datasets. |
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| 1 : | Hydrosciences Montpellier (HSM) |
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CNRS : UMR5569 – Institut de recherche pour le développement [IRD] – Université Montpellier II - Sciences et techniques |
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| 2 : | MISTIS (INRIA Grenoble Rhône-Alpes / LJK Laboratoire Jean Kuntzmann) |
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INRIA – Laboratoire Jean Kuntzmann |
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| Domaine | : | Mathématiques/Statistiques Statistiques/Théorie |
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| Liste des fichiers attachés à ce document : | |||||
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| hal-00761361, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00761361 | |
| oai:hal.archives-ouvertes.fr:hal-00761361 | |
| Contributeur : Stephane Girard | |
| Soumis le : Jeudi 6 Décembre 2012, 10:21:12 | |
| Dernière modification le : Jeudi 6 Décembre 2012, 13:25:28 | |
